- ISIN
- US14064D6673
- CUSIP
- 14064D667
- Inception Date
- Dec 26, 2018
- Category
- Mid Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FTSIX Performance Chart
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is up 16.7% since the beginning of the year. FTSIX is currently trading at $47 per share. Investors who bought $1,000 worth of FTSIX shares 5 years ago would now be looking at an investment worth $1,403.
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Returns By Period
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has returned 16.70% so far this year and 29.16% over the past 12 months.
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
- 1D
- 0.06%
- 1M
- 3.67%
- YTD
- 16.70%
- 6M
- 14.75%
- 1Y
- 29.16%
- 3Y*
- 15.60%
- 5Y*
- 7.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
FTSIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 2018, FTSIX's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FTSIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -14.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.25% | 5.01% | -3.94% | 6.73% | 0.46% | 2.51% | 16.70% | ||||||
| 2025 | 2.02% | -3.16% | -3.56% | -4.13% | 3.39% | 2.55% | 1.89% | 5.84% | -0.78% | -1.85% | 3.32% | 0.88% | 6.04% |
| 2024 | -1.72% | 4.94% | 5.05% | -5.05% | 4.72% | -0.89% | 7.30% | -0.79% | 1.18% | -1.26% | 6.25% | -7.29% | 11.86% |
| 2023 | 10.80% | -0.49% | -2.73% | -1.37% | -4.59% | 9.38% | 5.23% | -3.18% | -5.26% | -5.04% | 8.92% | 7.53% | 18.52% |
| 2022 | -6.69% | 1.32% | -3.86% | -6.57% | 2.30% | -9.82% | 10.47% | -5.96% | -9.05% | 9.34% | 6.37% | -4.32% | -17.63% |
| 2021 | 0.20% | 10.79% | 5.33% | 3.51% | 0.44% | -0.35% | 0.08% | 1.20% | -3.02% | 5.81% | -5.09% | 4.87% | 25.29% |
Benchmark Metrics
Fuller & Thaler Behavioral Small-Mid Core Equity Fund has an annualized alpha of -1.77%, beta of 1.03, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 31, 2018.
- This fund participated in 104.53% of S&P 500 Index downside but only 95.96% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.77%
- Beta
- 1.03
- R²
- 0.76
- Upside Capture
- 95.96%
- Downside Capture
- 104.53%
Expense Ratio
FTSIX has a high expense ratio of 2.69%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FTSIX ranks 64 for risk / return — better than 64% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 2.46 | +2.14 |
| Martin ratioReturn relative to average drawdown | 13.38 | 10.92 | +2.47 |
Dividends
Dividend History
Fuller & Thaler Behavioral Small-Mid Core Equity Fund provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.26 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.26 | $0.26 | $0.32 | $0.29 | $0.28 | $1.97 | $0.11 | $0.55 |
Dividend yield | 0.55% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Fuller & Thaler Behavioral Small-Mid Core Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.97 | $1.97 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Fuller & Thaler Behavioral Small-Mid Core Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Fuller & Thaler Behavioral Small-Mid Core Equity Fund was 42.12%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current Fuller & Thaler Behavioral Small-Mid Core Equity Fund drawdown is 0.87%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.12%Mar 2020 | 2mo 2d | 7mo 17d | 9mo 19dJan 2020 - Nov 2020 |
Bear market2022 | -27.57%Sep 2022 | 11mo 2d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
2025 selloff2025 | -23.30%Apr 2025 | 4mo 13d | 9mo 3d | 1y 1moNov 2024 - Jan 2026 |
2019 correction2019 | -10.42%May 2019 | 25d | 5mo 1d | 5mo 26dMay 2019 - Oct 2019 |
2021 pullback2021 | -7.31%Jan 2021 | 8d | 10d | 18dJan 2021 - Feb 2021 |
Drawdown Indicators
| FTSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -56.78% | +14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -9.10% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -18.90% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -25.43% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.87% | -3.21% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -10.71% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.04% | +0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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